+158.8%
EXPE vs UVXY
-94.4%
+253.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.2% | -3.6% | +2.4% |
| 7D | -8.7% | +11.0% | -19.7% | -7.0% |
| 30D | -13.6% | -8.8% | -4.9% | -14.8% |
| 3M | +26.6% | -41.9% | +68.5% | +16.8% |
| 6M | +19.9% | -61.2% | +81.1% | +5.2% |
| YTD | -1.7% | -46.2% | +44.5% | -6.9% |
| 1Y | +29.4% | -65.2% | +94.6% | +16.3% |
| All | +158.8% | -94.4% | +253.2% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UVXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling